All, I have a package BondLab, all variables are passed to the models via Cusip objects. ? The only variables input by the user are? settlement date,? price or yield or spread. ? Further price may be passed as 100.125, 100-8 (1/8), or 100-2 (2/64) or 100-2+ (5/128).? Once passed these variables must have a steady state (in decimal). ?After reading the R documentation and Hadley's book I think the way to do this is via a class but I can quite get my head around how to do it. ?A nominal model is: Analytics <- function(bondid = cusip, tradedate = trade.date, settledate = settle.date, price = 100.125){ BondAnalytics <- BondAnalytics(tradedate = tradedate, settledate = settledate, price = price) New("BondAnalytics ...) } ? So, price is an input to a constructor function which calls other functions to create the class object BondAnalytics. ?If price is an object with validity how do I make that part of the function? If I do make it class how does it function input inherit? ?I read John Chamber's book but I am not sure... maybe it does not have to be a class but something else or is it something like the below: BondAnalytics <- function(bond.id = "character", tradedate = "character", settledate = "character", price = .Object){ do stuff...} Advice appreciated, -glenn
If you use S4 objects then have a look at ?setValidity Best regards, Thierry Op 11-jul.-2015 04:11 schreef "Glenn Schultz" <glennmschultz at me.com>:> All, > > I have a package BondLab, all variables are passed to the models via Cusip > objects. > > The only variables input by the user are > settlement date, > price or yield or spread. > > Further price may be passed as 100.125, 100-8 (1/8), or 100-2 (2/64) or > 100-2+ (5/128). > > Once passed these variables must have a steady state (in decimal). After > reading the R documentation and Hadley's book I think the way to do this is > via a class but I can quite get my head around how to do it. A nominal > model is: > > Analytics <- function(bondid = cusip, tradedate = trade.date, settledate > settle.date, price = 100.125){ > BondAnalytics <- BondAnalytics(tradedate = tradedate, settledate > settledate, price = price) > New("BondAnalytics ...) > } > > So, price is an input to a constructor function which calls other > functions to create the class object BondAnalytics. If price is an object > with validity how do I make that part of the function? > > If I do make it class how does it function input inherit? I read John > Chamber's book but I am not sure... maybe it does not have to be a class > but something else or is it something like the below: > > BondAnalytics <- function(bond.id = "character", tradedate = "character", > settledate = "character", price = .Object){ > do stuff...} > > Advice appreciated, > -glenn > > ______________________________________________ > R-devel at r-project.org mailing list > stat.ethz.ch/mailman/listinfo/r-devel >[[alternative HTML version deleted]]